You might be surprised to read this but... people die. No, it's true. If this is brand new information to you then please accept this very sincere apology. But since death is an as-of-yet unavoidable part of life, then it's important for movies to show this as well.
The operative word there, by the way, is show. Unfortunately, a lot of directors tend to forget that old adage of "show don't tell" and opt to simply talk about a character dying rather than actually demonstrate the grisly business onscreen.
Now, sometimes a death will occur away from the camera lens in order to surprise the audience or help them relate to another character in the film. For instance, one character happens upon the dead body of her lover and freaks out. And because we as the audience didn't witness the death either, we can freak right out along with them.
Oftentimes, however, the reason for an offscreen death is much less romantic. It's usually just a mixture of laziness and scheduling conflicts with the actors that ultimately deprives viewers of watching the life go out of a character's eyes.